+143.8%
GOOGL vs CLX
-35.1%
+178.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.1% |
| 7D | -1.9% | -4.9% | +3.1% | -1.4% |
| 30D | -7.5% | -15.8% | +8.4% | -6.2% |
| 3M | -9.2% | -7.9% | -1.2% | -8.6% |
| 6M | +8.1% | -19.0% | +27.1% | +8.1% |
| YTD | +5.8% | -7.9% | +13.8% | +6.4% |
| 1Y | +38.3% | -25.4% | +63.7% | +37.9% |
| All | +143.8% | -35.1% | +178.9% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling